Identifying Patterns in Financial Markets New Approach Combining Rules Between PIPs and SAX /

This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 in...

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Bibliographische Detailangaben
1. Verfasser: Leitão, João (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cham : Springer International Publishing, 2018.
Ausgabe:1st ed. 2018.
Schriftenreihe:SpringerBriefs in Computational Intelligence,
Schlagworte:
Computational intelligence.
Algorithms.
Economics, Mathematical .
Pattern recognition.
ISBN:9783319701608
ISSN:2625-3704
Online-Zugang: Volltext
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Beschreibung
Zusammenfassung:This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors.
Beschreibung:Engineering
Beschreibung:XVII, 66 p. 69 illus. online resource.
ISBN:9783319701608
ISSN:2625-3704

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